-75.7%
PATH vs MTSI
+320.9%
-396.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.5% | -20.1% | -18.2% |
| 7D | -16.3% | +1.4% | -17.7% | -17.1% |
| 30D | +9.9% | +2.1% | +7.8% | +6.7% |
| 3M | +30.2% | -29.7% | +59.9% | +46.4% |
| 6M | +37.2% | +12.5% | +24.7% | +12.1% |
| YTD | -7.3% | +57.0% | -64.3% | -40.8% |
| 1Y | +40.0% | +103.9% | -63.9% | -26.3% |
| 3Y | -4.4% | +223.6% | -228.0% | -69.5% |
| All | -75.7% | +320.9% | -396.6% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling